+358.4%
AVAV vs EAT
+378.4%
-20.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.9% | +13.3% | +11.0% |
| 7D | -10.6% | -2.6% | -7.9% | -10.3% |
| 30D | -18.8% | +11.5% | -30.3% | -20.8% |
| 3M | -34.1% | -9.1% | -25.0% | -33.6% |
| 6M | -35.3% | +40.4% | -75.8% | -40.5% |
| YTD | -53.4% | +43.9% | -97.3% | -57.7% |
| 1Y | -65.6% | +101.9% | -167.6% | -71.0% |
| 3Y | -5.1% | +489.9% | -494.9% | -38.7% |
| 5Y | +18.5% | +362.6% | -344.1% | -23.1% |
| All | +358.4% | +378.4% | -20.0% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling